 
 
 
15.3.1  Cholesky decomposition
If M is a square symmetric positive definite matrix, the Cholesky
decomposition is M=PTP, where P is a lower triangular matrix.
The cholesky command finds the matrix P.
- 
cholesky takes
M, a square symmetric positive definite matrix.
- cholesky(M) returns a symbolic or numeric matrix
P given by the Cholesky decomposition.
Examples
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Remark.
 If the matrix argument A is not a symmetric matrix,
cholesky(A) does not return an error, bu instead
uses the symmetric matrix B of the the quadratic form q
corresponding to the (non symmetric) bilinear form of the matrix A.
Example
| cholesky([[1,-1],[-1,4]]) | 
or:
 
 
